Suppose that market-index models for stocks A and B obey the following processes: RA = 1.10% +1.40RM tea, o (ea) = 8.45% RB = -0.75% +0.75R2 +eb, o (CB) = 6.70% The market risk premium is 5.30% and the standard deviation of the market index is 17.60%. Compute the risk premium for A. Compute the risk premium for a portfolio that invests 75% and 25% in A and B, respectively (i.e.,WA=0.75 andwB=0.25). Suppose that market-index models for stocks A and B obey the following processes: RA = 1.10% +1.40RM tea, o (ea) = 8.45% RB = -0.75% +0.75R2 +eb, o (CB) = 6.70% The market risk premium is 5.30% and the standard deviation of the market index is 17.60%. Compute the risk premium for A. Compute the risk premium for a portfolio that invests 75% and 25% in A and B, respectively (i.e.,WA=0.75 andwB=0.25)